Ch. 17 Maximum likelihood estimation e identica ation process having led to a tentative formulation for the model, we then need to obtain efficient estimates of the parameters. After the parameters have been estimated, the fitted model will be subjected to diagnostic checks This chapter contains a general account of likelihood method for estimation of the parameters in the stochastic model

Ch. 15 Forecasting Having considered in Chapter 14 some of the properties of ARMA models, we now show how they may be used to forecast future values of an observed time series. For the present we proceed as if the model were known ecactly Forecasting is an important concept for the studies of time series analysis. In the scope of regression model we usually

Ch. 13 Difference Equations 1 First-Order Difference Equations Suppose we are given a dynamic equation relating the value y takes on at date t to another variables Wt and to the value y took in the previous period: where o is a constant. Equation(1)is a linear first-order difference equation a difference equation is an expression relating a variable yt to its previous values

Ch. 12 Stochastic Process 1 Introduction a particularly important aspect of real observable phenomena, which the random variables concept cannot accommodate, is their time dimension; the concept of random variable is essential static. A number of economic phenomena for which we need to formulate probability models come in the form of dynamic processes

Ch. 11 Panel Data model Data sets that combine time series and cross sections are common in econo- metrics. For example, the published statistics of the OECD contain numerous series of economic aggregate observed yearly for many countries. The PSID is a studies of roughly 6000 families and 15000 individuals who has been interviews periodically from 1968 to the present

中山大学：《大学物理实验》课程实验报告（讲义）实验A5 用示波器测量交流信号的基本参数

中山大学：《大学物理实验》课程实验报告（讲义）实验A1 基本物理量测量及不确定度分析

中山大学教育学院：基于一所研究型大学的本科生学习状况调查的实证分析

中山大学：《大学化学》课程电子教案_第7章 配合物与配位平衡乔正平

三、铬的化合物 (一)铬酸盐与重铬酸盐: 1. CrO3s+H,o- H,CrO